Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284): Difference between revisions

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Latest revision as of 22:22, 18 July 2024

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Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains
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    Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (English)
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    27 March 2019
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    backward stochastic differential equations with jumps
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    \(\mathbb{L}^p\) solutions
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    \(g\)-expectations
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    nonlinear expectations consistent with jump filtration
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    optional sampling
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    Doob-Meyer decomposition
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    representation theorem
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